Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089): Difference between revisions
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Revision as of 09:35, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the population spectral distribution from a large dimensional sample covariance matrix |
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Estimation of the population spectral distribution from a large dimensional sample covariance matrix (English)
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24 January 2014
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empirical spectral distribution
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high-dimensional data analysis
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Marčenko-Pastur distribution
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large sample covariance matrices
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Stieltjes transforms
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